Drizzle olive oil and ¼ cup wing sauce in the bottom of a 9x13-inch baking dish. Place chicken tenderloins in the baking dish and gently toss to coat the chicken in oil and wing sauce. Over the chicken, layer the bell pepper slices and drizzle with 2-3 tablespoons of the remaining wing sauce. Top with onions and drizzle with remaining wing sauce (1-2 tablespoons).
Cover with foil and bake approximately 40 minutes. Remove foil, top with crumbled blue cheese and return to oven to bake an additional 5 minutes. Serve warm in tortillas with additional blue cheese and wing sauce, if desired.